Title
A proximal multiplier method for separable convex minimization
Date Issued
01 February 2016
Access level
metadata only access
Resource Type
journal article
Author(s)
Publisher(s)
Taylor and Francis Ltd.
Abstract
In this paper, we propose an inexact proximal multiplier method using proximal distances for solving convex minimization problems with a separable structure. The proposed method unifies the works of Chen and Teboulle (PCPM method), Kyono and Fukushima (NPCPMM) and Auslender and Teboulle (EPDM), and extends the convergence properties for the class of (Formula presented.) -divergence distances. We prove, under standard assumptions, that the iterations generated by the method are well defined and the sequence converges to an optimal solution of the problem.
Start page
501
End page
537
Volume
65
Issue
2
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Matemáticas aplicadas
Subjects
Scopus EID
2-s2.0-84953364857
Source
Optimization
ISSN of the container
0233-1934
Sponsor(s)
The research of the first and second authors was supported by CAPES (Coordenaçço de Aperfeiçoamento de Pessoal de Nível Superior) and the PosDoctoral Scolarchip CAPES-FAPERJ Edital PAPD-2011, respectively.
Sources of information:
Directorio de Producción Científica
Scopus